Quantiles, Expectiles and Splines
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More about this item
KeywordsAsymmetric least squares; cubic splines; dispersion; non-parametric regression; quantile regression; signal extraction; state space smoother.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2007-05-19 (Econometrics)
- NEP-ETS-2007-05-19 (Econometric Time Series)
- NEP-FOR-2007-05-19 (Forecasting)
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